IDEAS home Printed from https://ideas.repec.org/a/taf/japsta/v48y2021i16p3025-3047.html
   My bibliography  Save this article

A new bivariate Poisson distribution via conditional specification: properties and applications

Author

Listed:
  • Indranil Ghosh
  • Filipe Marques
  • Subrata Chakraborty

Abstract

In this article, we discuss a bivariate Poisson distribution whose conditionals are univariate Poisson distributions and the marginals are not Poisson which exhibits negative correlation. Some useful structural properties of this distribution namely marginals, moments, generating functions, stochastic ordering are investigated. Simple proofs of negative correlation, marginal over-dispersion, distribution of sum and conditional given the sum are also derived. The distribution is shown to be a member of the multi-parameter exponential family and some natural but useful consequences are also outlined. Parameter estimation with maximum likelihood is implemented. Copula-based simulation experiments are carried out using Bivariate Normal and the Farlie–Gumbel–Morgenstern copulas to assess how the model behaves in dealing with the situation. Finally, the distribution is fitted to seven bivariate count data sets with an inherent negative correlation to illustrate suitability.

Suggested Citation

  • Indranil Ghosh & Filipe Marques & Subrata Chakraborty, 2021. "A new bivariate Poisson distribution via conditional specification: properties and applications," Journal of Applied Statistics, Taylor & Francis Journals, vol. 48(16), pages 3025-3047, December.
    • Handle: RePEc:taf:japsta:v:48:y:2021:i:16:p:3025-3047
    DOI: 10.1080/02664763.2020.1793307
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1080/02664763.2020.1793307
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1080/02664763.2020.1793307?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Najla Qarmalah & Abdulhamid A. Alzaid, 2023. "Zero-Dependent Bivariate Poisson Distribution with Applications," Mathematics, MDPI, vol. 11(5), pages 1-16, February.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:taf:japsta:v:48:y:2021:i:16:p:3025-3047. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Chris Longhurst (email available below). General contact details of provider: http://www.tandfonline.com/CJAS20 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.